The Burg problem and Tsallis' entropy

A maximum-entropy criterion (MAXENT), involving the q-entropy proposed by T sallis, is applied to estimate the power spectrum of a real rime series of finite length T under the assumption that the autocovariance is known for m + 1 lags, where m < T (Burg problem). For a given input, the spectrum we f ind for an arbitrary value of q is equal to that of q = 1 (standard MAXENT) and it corresponds to an autoregressive model (AR). (C) 1999 Published by Elsevier Science B.V. All rights reserved.